mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 20-Oct-2011

Day Change Summary
	Previous	Current
	19-Oct-2011	20-Oct-2011	Change	Change %	Previous Week
Open	11,525	11,445	-80	-0.7%	11,080
High	11,571	11,525	-46	-0.4%	11,589
Low	11,405	11,330	-75	-0.7%	11,080
Close	11,444	11,472	28	0.2%	11,566
Range	166	195	29	17.5%	509
ATR	287	280	-7	-2.3%	0
Volume	138,389	147,709	9,320	6.7%	542,844

Daily Pivots for day following 20-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,027	11,945	11,579
R3	11,832	11,750	11,526
R2	11,637	11,637	11,508
R1	11,555	11,555	11,490	11,596
PP	11,442	11,442	11,442	11,463
S1	11,360	11,360	11,454	11,401
S2	11,247	11,247	11,436
S3	11,052	11,165	11,419
S4	10,857	10,970	11,365

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,939	12,761	11,846
R3	12,430	12,252	11,706
R2	11,921	11,921	11,659
R1	11,743	11,743	11,613	11,832
PP	11,412	11,412	11,412	11,456
S1	11,234	11,234	11,519	11,323
S2	10,903	10,903	11,473
S3	10,394	10,725	11,426
S4	9,885	10,216	11,286

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,658	11,219	439	3.8%	265	2.3%	58%	False	False	131,717
10	11,658	10,983	675	5.9%	237	2.1%	72%	False	False	125,432
20	11,658	10,328	1,330	11.6%	288	2.5%	86%	False	False	144,325
40	11,658	10,328	1,330	11.6%	289	2.5%	86%	False	False	109,911
60	12,258	10,328	1,930	16.8%	314	2.7%	59%	False	False	73,355
80	12,675	10,328	2,347	20.5%	275	2.4%	49%	False	False	55,036

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	53
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,354
2.618	12,036
1.618	11,841
1.000	11,720
0.618	11,646
HIGH	11,525
0.618	11,451
0.500	11,428
0.382	11,405
LOW	11,330
0.618	11,210
1.000	11,135
1.618	11,015
2.618	10,820
4.250	10,501

Fisher Pivots for day following 20-Oct-2011
Pivot	1 day	3 day
R1	11,457	11,450
PP	11,442	11,427
S1	11,428	11,405

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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